-6.9%
CHYM vs BURL
+0.8%
-7.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -6.4% | +13.3% | +8.6% |
| 7D | +3.4% | -7.0% | +10.4% | +5.2% |
| 30D | +12.0% | -35.6% | +47.6% | +26.9% |
| 3M | +102.4% | -26.3% | +128.7% | +119.4% |
| 6M | +52.7% | -20.7% | +73.3% | +60.4% |
| YTD | +37.3% | -17.2% | +54.5% | +42.0% |
| 1Y | +42.2% | -15.0% | +57.2% | +45.2% |
| All | -6.9% | +0.8% | -7.7% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling